Relevant bibliographies by topics / Stochastický

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Stochastický'

Author: Grafiati
Published: 4 June 2021
Last updated: 17 February 2022

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Journal articles on the topic "Stochastický"

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Šmíd, Martin. "Stochastic Model of Thin Market with an Indivisible Commodity." Acta Oeconomica Pragensia 13, no. 1 (March 1, 2005): 94–100. http://dx.doi.org/10.18267/j.aop.140.

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Luo, Mei-Ju, and Yuan Lu. "Properties of Expected Residual Minimization Model for a Class of Stochastic Complementarity Problems." Journal of Applied Mathematics 2013 (2013): 1–7. http://dx.doi.org/10.1155/2013/497586.

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Expected residual minimization (ERM) model which minimizes an expected residual function defined by an NCP function has been studied in the literature for solving stochastic complementarity problems. In this paper, we first give the definitions of stochasticP-function, stochasticP0-function, and stochastic uniformlyP-function. Furthermore, the conditions such that the function is a stochasticPP0-function are considered. We then study the boundedness of solution set and global error bounds of the expected residual functions defined by the “Fischer-Burmeister” (FB) function and “min” function. The conclusion indicates that solutions of the ERM model are robust in the sense that they may have a minimum sensitivity with respect to random parameter variations in stochastic complementarity problems. On the other hand, we employ quasi-Monte Carlo methods and derivative-free methods to solve ERM model.
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Engelbert, H. J., and V. P. Kurenok. "On Multidimensional SDEs Without Drift and with A Time-Dependent Diffusion Matrix." Georgian Mathematical Journal 7, no. 4 (December 2000): 643–64. http://dx.doi.org/10.1515/gmj.2000.643.

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Abstract We study multidimensional stochastic equations where x o is an arbitrary initial state, W is a d-dimensional Wiener process and is a measurable diffusion coefficient. We give sufficient conditions for the existence of weak solutions. Our main result generalizes some results obtained by A. Rozkosz and L. Słomiński [Stochastics Stochasties Rep. 42: 199–208, 1993] and T. Senf [Stochastics Stochastics Rep. 43: 199–220, 1993] for the existence of weak solutions of one-dimensional stochastic equations and also some results by A. Rozkosz and L. Słomiński [Stochastic Process. Appl. 37: 187–197, 1991], [Stochastic Process. Appl. 68: 285–302, 1997] for multidimensional equations. Finally, we also discuss the homogeneous case.
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Zhang, Yingqi, Wei Cheng, Xiaowu Mu, and Caixia Liu. "Stochasticℋ∞Finite-Time Control of Discrete-Time Systems with Packet Loss." Mathematical Problems in Engineering 2012 (2012): 1–15. http://dx.doi.org/10.1155/2012/897481.

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This paper investigates the stochastic finite-time stabilization andℋ∞control problem for one family of linear discrete-time systems over networks with packet loss, parametric uncertainties, and time-varying norm-bounded disturbance. Firstly, the dynamic model description studied is given, which, if the packet dropout is assumed to be a discrete-time homogenous Markov process, the class of discrete-time linear systems with packet loss can be regarded as Markovian jump systems. Based on Lyapunov function approach, sufficient conditions are established for the resulting closed-loop discrete-time system with Markovian jumps to be stochasticℋ∞finite-time boundedness and then state feedback controllers are designed to guarantee stochasticℋ∞finite-time stabilization of the class of stochastic systems. The stochasticℋ∞finite-time boundedness criteria can be tackled in the form of linear matrix inequalities with a fixed parameter. As an auxiliary result, we also give sufficient conditions on the robust stochastic stabilization of the class of linear systems with packet loss. Finally, simulation examples are presented to illustrate the validity of the developed scheme.
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IMKELLER, PETER, and ADAM HUGH MONAHAN. "CONCEPTUAL STOCHASTIC CLIMATE MODELS." Stochastics and Dynamics 02, no. 03 (September 2002): 311–26. http://dx.doi.org/10.1142/s0219493702000443.

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From July 9 to 11, 2001, 50 researchers from the fields of climate dynamics and stochastic analysis met in Chorin, Germany, to discuss the idea of stochastic models of climate. The present issue of Stochastics and Dynamics collects several papers from this meeting. In this introduction to the volume, the idea of simple conceptual stochastic climate models is introduced amd recent results in the mathematically rigorous development and analysis of such models are reviewed. As well, a brief overview of the application of ideas from stochastic dynamics to simple models of the climate system is given.
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Sun, Huiying, Meng Li, Shenglin Ji, and Long Yan. "Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise." Mathematical Problems in Engineering 2014 (2014): 1–11. http://dx.doi.org/10.1155/2014/265621.

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We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ) differential games. A necessary and sufficient condition involved with the connection between stochasticTn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochasticTn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs). Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.
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Hu, Peng, and Chengming Huang. "The StochasticΘ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations." Abstract and Applied Analysis 2014 (2014): 1–13. http://dx.doi.org/10.1155/2014/583930.

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The stochasticΘ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. The mean-square convergence and asymptotic stability of the method are studied. First, we prove that the stochasticΘ-method is convergent of order1/2in mean-square sense for such equations. Then, a sufficient condition for mean-square exponential stability of the true solution is given. Under this condition, it is shown that the stochasticΘ-method is mean-square asymptotically stable for every stepsize if1/2≤θ≤1and when0≤θ<1/2, the stochasticΘ-method is mean-square asymptotically stable for some small stepsizes. Finally, we validate our conclusions by numerical experiments.
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Liu, Caixia, Yingqi Zhang, and Huixia Sun. "Finite-TimeH∞Filtering for Singular Stochastic Systems." Journal of Applied Mathematics 2012 (2012): 1–16. http://dx.doi.org/10.1155/2012/615790.

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This paper addresses the problem of finite-timeH∞filtering for one family of singular stochastic systems with parametric uncertainties and time-varying norm-bounded disturbance. Initially, the definitions of singular stochastic finite-time boundedness and singular stochasticH∞finite-time boundedness are presented. Then, theH∞filtering is designed for the class of singular stochastic systems with or without uncertain parameters to ensure singular stochastic finite-time boundedness of the filtering error system and satisfy a prescribedH∞performance level in some given finite-time interval. Furthermore, sufficient criteria are presented for the solvability of the filtering problems by employing the linear matrix inequality technique. Finally, numerical examples are given to illustrate the validity of the proposed methodology.
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Sladký, Karel. "Stochastic Growth Models With No Discounting." Acta Oeconomica Pragensia 15, no. 4 (August 1, 2007): 88–98. http://dx.doi.org/10.18267/j.aop.78.

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Polyakova, A. Yu. "Feat ures of continuing formati on of stochastic cult ure of schoolchildren in the conditions of dista nce learning." Informatics in school, no. 6 (September 25, 2021): 39–48. http://dx.doi.org/10.32517/2221-1993-2021-20-6-39-48.

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The article describes the essence of continuity in the formation of a stochastic culture of students in the conditions of distance learning. The author’s definition of the concept “continuity in the formation of stochastic culture of students of a general education school in the conditions of distance learning” is given. There are the basic conditions of a teacher’s possession of the highest level of stochastic culture, due to which the formation of an integral personal quality, which is a generalized indicator of stochastic competence, takes place in schoolchildren. Modern information and communication technologies used in a series of developed distance classes in statistics, combinatorics and probability theory for grade 11 students are proposed. These ICT contribute to the successive formation of elements of stochastic culture in the conditions of distance learning. The article emphasizes that the use of ICT in teaching stochastics is an effective methodological tool, through which significant results can be achieved in the educational process.
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Dissertations / Theses on the topic "Stochastický"

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Klimešová, Marie. "Stochastický kalkulus a jeho aplikace v biomedicínské praxi." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2019. http://www.nusl.cz/ntk/nusl-409091.

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V předložené práci je definována stochastická diferenciální rovnice a jsou uvedeny její základní vlastnosti. Stochastické diferenciální rovnice se používají k popisu fyzikálních jevů, které jsou ovlivněny i náhodnými vlivy. Řešením stochastického modelu je náhodný proces. Cílem analýzy náhodných procesů je konstrukce vhodného modelu, který umožní porozumět mechanismům, na jejichž základech jsou generována sledovaná data. Znalost modelu také umožňuje předvídání budoucnosti a je tak možné kontrolovat a optimalizovat činnost daného systému. V práci je nejdříve definován pravděpodobnostní prostor a Wienerův proces. Na tomto základě je definována stochastická diferenciální rovnice a jsou uvedeny její základní vlastnosti. Závěrečná část práce obsahuje příklad ilustrující použití stochastických diferenciálních rovnic v praxi.
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Reif, Luděk. "Systém řízení zásob." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2015. http://www.nusl.cz/ntk/nusl-232052.

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My thesis involves in characteristics and implementation of inventory management system. Theoretical part contains particular systems, both deterministic and stochastic. Several examples are used for implementation, which are then algorithmized. Trivial equations are used in deterministic systems. In stochastic systems I used an element of randomness, which is simulated by pseudo random number generator. The result is a complex computer program, in which there is possible to evaluate all models mentioned here, with their own input values. The program then yields both numerical values and graphical output.
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Kobulnická, Ivana. "Stochastické metódy v riadení portfólia." Master's thesis, Vysoká škola ekonomická v Praze, 2017. http://www.nusl.cz/ntk/nusl-359285.

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This master thesis aims to describe and apply in practice solutions of basic tasks in portfolio management- portfolio optimization, portfolio modelling and risk management. As value of financial assets in future is a random variable, it is necessary to use mathematic tools resulting from probability theory and statistics. Basic terms from this area are for example stochastic Wiener process or geometric Brownian motion, which are described in first part of this thesis. Next parts of thesis describe the Markowitz model or method Value at Risk. In the last part of thesis is application of calculation VaR using Monte Carlo simulation for stock portfolio constructed as optimal portfolio according to Markowitz model from real data.
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Horský, Richard. "Nezáporné lineární operátory a jejich využití v ekonometrických a statistických modelech." Doctoral thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-201117.

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Non-negative operators, in special case non-negative matrices, are an interesting topics for many scientists and scientific teams from the beginning of the 20th century. It is not suprising because there are a lot of applications in different areas of science like economy, statistics, linear programming, computer science and others. We can give as the particular example the theory of the Markov chains in which we deal with non-negative matrices, so called transition matrices. They are of the special form and we called them stochastic matrices. Another example is given by the non-negative operator on spaces of infinite dimension which is employed in the theory of stochastic processes. It is the backward shift operator called the lag operator as well. The non-negativity in these examples is considered as the piecewise non-negativity. Another type of non-negativity is that in the sense of inner products. In the case of matrices we talk about positive-definite or positive-semidefinite matrices. A typical example is the covariance matrix of a random vector or symmetrization of any linear operator, for instance the symmetrization of the difference operator. The terms inverse problem or ill-posed problem have been gaining popularity in modern science since the middle of the last century. The subjects of the first publications in this area were related to quantum scattering theory, geophysics, astronomy and others. Thanks to powerful computers the chances for applications of the theory of inverse and ill-posed problems has extended in almost all fields of science which use mathematical methods. Ill-posed problems bear the feature of instability and there is the need of regularization if we want to get some reasonable solution. A typical example of the regularization is the differencing of stochastic process with the purpose to obtain a stationary process. Another concept of regularization used for solving e.g. integral equations with compact operators consists in application of regularization method as truncated singular value decomposition, Tichonov regularization method or Landweber iteration method. Mathematical tools employed in this work are those of the functional analysis. It is the area of mathematics in which distinct mathematical structures meet each other. They are structures built within different mathematical disciplines as mathematical analysis, topology, theory of sets, algebra (mainly linear algebra) and theory of measure (probability). The functional analysis framework enables us to obtain right formulations of definitions and problems providing the general view on the notions and problems of the theory of stochastic processes.
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Pohl, Jan. "Algoritmus s pravděpodobnostním směrovým vektorem." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2015. http://www.nusl.cz/ntk/nusl-233694.

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This disertation presents optimization algorithm with probability direction vector. This algorithm, in its basic form, belongs to category of stochastic optimization algorithms. It uses statistically effected perturbation of individual through state space. This work also represents modification of basic idea to the form of swarm optimization algoritm. This approach contains form of stochastic cooperation. This is one of the new ideas of this algorithm. Population of individuals cooperates only through modification of probability direction vector and not directly. Statistical tests are used to compare resultes of designed algorithms with commonly used algorithms Simulated Annealing and SOMA. This part of disertation also presents experimental data from other optimization problems. Disertation ends with chapter which seeks optimal set of control variables for each designed algorithm.
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Kubík, Pavel. "Měření intenzity provozu během pevně daných intervalů v AP." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2011. http://www.nusl.cz/ntk/nusl-218833.

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The thesis analyzes the network traffic on a router with open source firmware. First is chosen a software platform, based on compatibility with available equipment. Then are assessed properties necessary for the development of custom applications. Support for various programming languages provided by the SDK, development environment and the available modules and libraries, for working with network interface. Based on these factors is then chose method to realize the program. He is implemented on the OpenWRT firmware in C / C + + using network library pcap. These funds are used to capture and analyze network traffic. Obtained data are processed using methods of technical analysis, namely on the basis of moving averages, Stochastic oscillator and Bollinger bands. Based on results of these methods are generated and verified estimates of traffic. They are based on linear extrapolation, simplified for fixed intervals. The validity of each method is verified on base of the estimated value. Method is verified if estimated value of the traffic volume is in the Bollinger band, which is given by the standard deviation. Each method is tested several times in real traffic with different input parameters. Then is evaluated the influence of parameters on the error rate of methods. Individual methods are compared and evaluated based on the behavior in different scenarios and based on the average relative error.
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Trávníček, Jan. "Tvorba spolehlivostních modelů pro pokročilé číslicové systémy." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2013. http://www.nusl.cz/ntk/nusl-236226.

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This thesis deals with the systems reliability. At First, there is discussed the concept of reliability itself and its indicators, which can specifically express reliability. The second chapter describes the different kinds of reliability models for simple and complex systems. It further describes the basic methods for construction of reliability models. The fourth chapter is devoted to a very important Markov models. Markov models are very powerful and complex model for calculating the reliability of advanced systems. Their suitability is explained here for recovered systems, which may contain absorption states. The next chapter describes the standby redundancy. Discusses the advantages and disadvantages of static, dynamic and hybrid standby. There is described the influence of different load levels on the service life. The sixth chapter is devoted to the implementation, description of the application and description of the input file in XML format. There are discussed the results obtaining in experimental calculations.
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Gawthorpe, Kateřina. "COMPETING CURRENCIES AS AN ALTERNATIVE SCENARIO TO LEGAL TENDER CLAUSE: MATHEMATICAL PROOF." Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-197885.

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Previous literature examining the scenario without the constraint of legal tender law is a rather theoretical analysis of the subject matter. Aside from the theoretical examination of the competition of money this paper offers dynamic structural macroeconomic model based on the money in the utility function. This model compares the current monetary conditions with the potential situation permitting more currencies circulating alongside. The main assumption about individuals' preferences over stable currencies underlines the whole paper with emphasis on the mathematical model. The uniqueness of this model lies in the incorporation of variables affecting respective money demand functions into the utility function of the DSGE model and in the purpose of its use as well as its variables, where representative agent is a household owning a bank rather than a firm. Overall the results of this paper favor the idea of exclusion of the legal tender law in a developed country without severe turmoil. Particularly, the ascent of competition among currencies leads to lower inflation than present scenario. However, final simulations of the model in Matlab supplements such so far "unambiguous" view with skepticism due to possible difficulties during discovery process in such scenario.
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Novotný, Bohumil. "Multiplatformní komunikace v přístupových sítích." Doctoral thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2017. http://www.nusl.cz/ntk/nusl-364613.

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Doctoral thesis deals with failure detection methods in wireless access network using distributed stochastic algorithms. A new method of detecting a fault based on the push-sum algorithm has been designed and simulated. Within the scope of the work objectives, the statistical credibility of the average push-sum protocol convergence rate representative and the effect of message loss during the calculation on the robustness of the system using this protocol were compared. Based on the acquired knowledge, the ability of the protocol to mathematically derive deviations from the real average of the values in the specified topology was demonstrated and thereby the existence of an abnormality in the network has been proved or refuted.
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Houdek, Ondřej. "Garantované investiční fondy." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-124882.

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This thesis is mainly focused on pricing securities of selected capital protected funds. In its theoretical part, there are summarized approaches and principals that are generally used for derivatives pricing because capital protected funds' securities contain embedded options. Emphasis is put on risk-neutral pricing using Monte Carlo simulation at that point because complicated pay-off functions of these funds are hard to be evaluated analytically. There are also presented main approaches to constructions and portfolio management of these funds from their portfolio manager's viewpoint. Finally, there is made an overview of basic types of capital protected funds issued both in The Czech republic and Europe. Analytical part is focused on evaluation of selected capital protected funds. There is applied a standard approach that is based on a simulation of Geometric Brownian Motion with constant conditional variance and correlation in contrast with an advanced approach where the conditional variance and conditional correlation matrix are simulated as well. That is accomplished with GARCH-in-mean and DCC-GARCH models. Estimated prices are compared with real market prices and there is also performance of the standard models compared with performance of advanced ones.
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Books on the topic "Stochastický"

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Hübner, Gerhard. Stochastik. Wiesbaden: Vieweg+Teubner Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96909-5.

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Hübner, Gerhard. Stochastik. Wiesbaden: Vieweg+Teubner Verlag, 2003. http://dx.doi.org/10.1007/978-3-322-96958-3.

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Meintrup, David, and Stefan Schäffler. Stochastik. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b137972.

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Barot, Michael, and Juraj Hromkovič. Stochastik. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-57595-7.

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Hübner, Gerhard. Stochastik. Wiesbaden: Vieweg+Teubner Verlag, 1996. http://dx.doi.org/10.1007/978-3-663-11522-9.

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Hübner, Gerhard. Stochastik. Wiesbaden: Vieweg+Teubner Verlag, 2002. http://dx.doi.org/10.1007/978-3-322-94320-0.

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Truman, Aubrey, and Ian M. Davies, eds. Stochastic Mechanics and Stochastic Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 1988. http://dx.doi.org/10.1007/bfb0077911.

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Stochastic systems: Theory and applications. River Edge, NJ: World Scientific, 2001.

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Liu, Shu-Jun. Stochastic Averaging and Stochastic Extremum Seeking. London: Springer London, 2012.

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Kunita, H. Stochastic flows and stochastic differential equations. Cambridge: Cambridge University Press, 1990.

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Book chapters on the topic "Stochastický"

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Penney, G. P., P. J. Edwards, A. P. King, J. M. Blackall, P. G. Batchelor, and D. J. Hawkes. "A Stochastic Iterative Closest Point Algorithm (stochastICP)." In Medical Image Computing and Computer-Assisted Intervention – MICCAI 2001, 762–69. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/3-540-45468-3_91.

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Vesely, Franz J. "Stochastics." In Computational Physics, 51–92. Boston, MA: Springer US, 1994. http://dx.doi.org/10.1007/978-1-4757-2307-6_3.

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Vesely, Franz J. "Stochastics." In Computational Physics, 47–83. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-1329-2_3.

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Pahl, Peter Jan, and Rudolf Damrath. "Stochastics." In Mathematical Foundations of Computational Engineering, 841–990. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-56893-0_10.

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Barnes, John. "Stochastics." In Nice Numbers, 239–44. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-46831-0_13.

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von Collani, Elart, and Klaus Dräger. "Stochastics." In Binomial Distribution Handbook for Scientists and Engineers, 3–11. Boston, MA: Birkhäuser Boston, 2001. http://dx.doi.org/10.1007/978-1-4612-0215-8_1.

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Hübner, Gerhard. "Grundfragen der Statistik." In Stochastik, 167–83. Wiesbaden: Vieweg+Teubner Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96909-5_10.

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Hübner, Gerhard. "Wahrscheinlichkeits-Modelle." In Stochastik, 11–30. Wiesbaden: Vieweg+Teubner Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96909-5_2.

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Hübner, Gerhard. "Darstellungen von Wahrscheinlichkeitsmaßen." In Stochastik, 31–43. Wiesbaden: Vieweg+Teubner Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96909-5_3.

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Hübner, Gerhard. "Mehrstufige W-Modelle, Koppelung." In Stochastik, 45–56. Wiesbaden: Vieweg+Teubner Verlag, 2000. http://dx.doi.org/10.1007/978-3-322-96909-5_4.

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Conference papers on the topic "Stochastický"

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Szabó, György. "Spreading mechanisms of cooperation for the evolutionary Prisoner's Dilemma games." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-10.

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Argasiński, Krzysztof. "Problems with classical models of sex-ratio evolution." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-11.

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Bońkowska, Katarzyna, Przemysław Biecek, Agnieszka Łaszkiewicz, and Stanisław Cebrat. "Relationship between the selection pressure and the rate of mutation accumulation." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-12.

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Miękisz, Jacek. "Stochastic stability in spatial games." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-15.

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Mobilia, Mauro, Ivan T. Georgiev, and Uwe C. Täuber. "Spatial stochastic predator-prey models." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-16.

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Reichenbach, Tobias, Mauro Mobilia, and Erwin Frey. "Stochastic effects on biodiversity in cyclic coevolutionary dynamics." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-17.

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Szwabiński, Janusz, Andrzej Pękalski, and Kamil Trojan. "Effects of competition and predation in a three species model." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-18.

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Wilczyński, Bartek. "A stochastic extension of R. Thomas regulatory network modelling." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-19.

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Baake, Ellen, and Robert Bialowons. "Ancestral processes with selection: Branching and Moran models." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-2.

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Biham, Ofer, Nathalie Q. Balaban, Adiel Loinger, Azi Lipshtat, and Hagai B. Perets. "Deterministic and stochastic simulations of simple genetic circuits." In Stochastic Models in Biological Sciences. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc80-0-4.

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Reports on the topic "Stochastický"

1

Boehm, Albert R. Stochastic Indexing. Fort Belvoir, VA: Defense Technical Information Center, January 1994. http://dx.doi.org/10.21236/ada283272.

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Boehm, Albert R. Stochastic Indexing. Fort Belvoir, VA: Defense Technical Information Center, January 1994. http://dx.doi.org/10.21236/ada283143.

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Platzer, Andre. Stochastic Differential Dynamic Logic for Stochastic Hybrid Programs. Fort Belvoir, VA: Defense Technical Information Center, April 2011. http://dx.doi.org/10.21236/ada543485.

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4

Cormican, Kelly J., David P. Morton, and R. K. Wood. Stochastic Network Interdiction. Fort Belvoir, VA: Defense Technical Information Center, April 1998. http://dx.doi.org/10.21236/ada491085.

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Beran, Philip S., Ned J. Lindsley, Jose Camberos, and Mohammad Kurdi. Stochastic Nonlinear Aeroelasticity. Fort Belvoir, VA: Defense Technical Information Center, January 2009. http://dx.doi.org/10.21236/ada494780.

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Turalska, M., and B. J. West. Fractional Stochastic Individuals. Fort Belvoir, VA: Defense Technical Information Center, April 2013. http://dx.doi.org/10.21236/ad1003075.

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Perez-Abreu, Victor. Product Stochastic Measures. Fort Belvoir, VA: Defense Technical Information Center, October 1985. http://dx.doi.org/10.21236/ada162833.

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X. Frank Xu. Numerical Stochastic Homogenization Method and Multiscale Stochastic Finite Element Method - A Paradigm for Multiscale Computation of Stochastic PDEs. Office of Scientific and Technical Information (OSTI), March 2010. http://dx.doi.org/10.2172/1036255.

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Evans, George, Seppo Honkapohja, and Noah Williams. Generalized Stochastic Gradient Learning. Cambridge, MA: National Bureau of Economic Research, October 2005. http://dx.doi.org/10.3386/t0317.

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Steinkamp, M. J., T. T. Clark, and F. H. Harlow. Stochastic interpenetration of fluids. Office of Scientific and Technical Information (OSTI), November 1995. http://dx.doi.org/10.2172/123227.

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You might also be interested in the extended bibliographies on the topic 'Stochastický' for particular source types:
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